Effects of jumps and small noise in high-frequency financial econometrics (Q1627808)
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scientific article; zbMATH DE number 6987733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of jumps and small noise in high-frequency financial econometrics |
scientific article; zbMATH DE number 6987733 |
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Effects of jumps and small noise in high-frequency financial econometrics (English)
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3 December 2018
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high-frequency financial data
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continuous-time processes
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jumps
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micro-market noise
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small-noise asymptotics
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asymptotic robustness of jump-test
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